Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 36.42% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,572 | 299,572 | 6,751 CHF | 9,751 CHF | 100.00% | 100.00% |
15/05/2024 | 34.34% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,450 | 299,450 | 7,251 CHF | 10,251 CHF | 99.83% | 99.83% |
14/05/2024 | 34.03% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,322 CHF | 10,322 CHF | 99.89% | 99.89% |
13/05/2024 | 33.11% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,571 CHF | 10,571 CHF | 99.45% | 99.45% |
10/05/2024 | 32.61% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,704 CHF | 10,704 CHF | 100.00% | 100.00% |
08/05/2024 | 31.52% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 8,026 CHF | 11,026 CHF | 99.29% | 99.29% |
07/05/2024 | 28.92% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 8,881 CHF | 11,881 CHF | 100.00% | 100.00% |
06/05/2024 | 29.17% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 8,794 CHF | 11,794 CHF | 100.00% | 100.00% |
03/05/2024 | 25.74% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 10,161 CHF | 13,161 CHF | 98.22% | 98.22% |
02/05/2024 | 25.16% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 10,431 CHF | 13,431 CHF | 100.00% | 100.00% |